+373.3%
DXCM vs BAX
-36.0%
+409.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.2% |
| 7D | -3.6% | +0.4% | -4.0% | -3.8% |
| 30D | -4.3% | +3.4% | -7.7% | -6.1% |
| 3M | -10.4% | -4.5% | -5.9% | -9.2% |
| 6M | +33.1% | +44.0% | -10.9% | +12.7% |
| YTD | +22.6% | +34.9% | -12.3% | +4.9% |
| 1Y | +36.5% | +37.9% | -1.4% | +15.4% |
| 3Y | -13.5% | -17.1% | +3.6% | -13.0% |
| 5Y | -49.6% | -64.3% | +14.6% | -24.9% |
| All | +373.3% | -36.0% | +409.3% | +347.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BAX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling